-43.0%
APP vs HIG
+5.4%
-48.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -3.4% |
| 7D | +0.1% | -1.1% | +1.2% | -0.3% |
| 30D | -10.0% | -4.9% | -5.1% | -11.9% |
| 3M | -44.6% | +6.8% | -51.4% | -43.3% |
| 6M | -37.9% | -1.7% | -36.2% | -38.6% |
| YTD | -53.7% | -0.2% | -53.5% | -53.8% |
| 1Y | -43.0% | +5.7% | -48.7% | -41.5% |
| All | -43.0% | +5.4% | -48.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling